Faithful port of the simplest proposed portfolio of Edén Wallberg & Karolin (arXiv 2610.36491), §3.2 eq. (1), §6.2 Table 4/Fig. 18/Table 28 and §6.4 Table 25 (reported SR 0.68 vs 0.52 for 60/40, MDD 24% vs 30%; unverified): hold SPY, AGG and GLD at 1/3 each, rebalanced back to equal weights every month. No volatility control (the paper's proposed 'SPY/AGG/GLD equal weights' row reports sigma 0.09, i.e. the uncapped version; the capped variant is in Table 28). This is the paper's own claim that adding gold to an equity/bond mix and rebalancing monthly beats the 60/40; it is a fixed rule with no free signal parameter. Execution: decisions are made on the close of the LAST session of each calendar month (use src.strategies.helpers.sessions / the platform calendar, never hard-coded dates) and fill at the next session's open (platform next_open_fill on USEQ; the paper trades at the start of day t at the previous close, which is the same information set). Orders are whole-share market orders sized to target_weight x account equity; sells are sent before buys so cash covers the purchases. Leverage 1.0 (the Reg-T 2x margin is NOT used), long-only, no shorts; unallocated capital sits as cash. An asset is investable only once it has >=126 sessions of history (paper H_min) - point-in-time; nothing is bought before it lists.